CLDT · Expected Move

CHATHAM LODGING TRUST

The expected move for CLDT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CLDT straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current CLDT Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
Avg IV
126.0%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to CLDT's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CLDT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260929 $1.30 $1.30 126.0% 39%
20260928 $1.38 $1.38 167.4% 60%
20260925 $3.40 $3.40 77.2% 15%
20260924 $1.20 $1.20 163.6% 58%
20260923 $1.18 $1.18 149.9% 51%
20260922 $1.25 $1.25 129.3% 41%
20260921 $1.15 $1.15 144.4% 48%
20260918 $1.10 $1.18 121.2% 37%
20260917 $1.15 $0.85 129.1% 41%
20260916 $1.48 $1.40 200.0% 76%
20260915 $1.25 $1.25 87.5% 20%
20260914 $1.10 $0.90 150.9% 51%
20260911 $1.75 $1.00 146.4% 49%
20260910 $1.15 $1.25 135.9% 44%
20260909 $1.05 $0.95 101.9% 27%
20260908 $1.27 $1.05 170.5% 61%
20260904 $1.07 $1.65 88.6% 21%
20260903 $1.68 $1.30 140.3% 46%
20260902 $1.25 $1.25 204.2% 78%
20260901 $0.88 $0.88 136.2% 44%
20260831 $1.30 $1.30 142.8% 47%
20260828 $1.43 $1.43 130.5% 41%
20260827 $1.35 $1.35 179.3% 65%
20260826 $1.95 $1.95 223.2% 87%
20260825 $1.60 $1.60 143.2% 48%
20260824 $1.73 $1.73 138.0% 45%
20260821 $1.55 $1.27 144.3% 48%
20260820 $1.75 $1.07 103.0% 28%
20260819 $1.30 $0.90 132.1% 42%
20260818 $1.55 $0.93 131.7% 42%
20260817 $1.55 $0.80 96.5% 25%
20260814 $1.55 $1.62 131.6% 42%
20260813 $1.30 $0.85 108.0% 30%
20260812 $1.23 $1.60 69.4% 11%
20260811 $1.20 $1.62 91.9% 22%
20260810 $1.20 $0.75 93.2% 23%
20260806 $1.45 $1.30 103.4% 28%
20260805 $1.30 $1.30 105.5% 29%
20260804 $1.73 $1.73 110.5% 32%
20260803 $2.17 $2.17 198.6% 75%
20260731 $2.50 $2.50 191.5% 71%
20260730 $1.55 $1.55 195.8% 73%
20260729 $2.45 $2.45 224.6% 88%
20260728 $2.15 $2.15 164.9% 58%
20260727 $1.45 $1.45 163.1% 57%
20260724 $1.45 $1.45 171.1% 61%
20260723 $1.38 $1.38 138.9% 45%
20260722 $1.85 $1.85 150.0% 51%
20260721 $1.25 $1.25 109.9% 31%
20260720 $1.57 $1.57 150.7% 51%
20260716 $1.62 $0.95 143.0% 47%
20260715 $1.72 $1.45 162.9% 57%
20260714 $1.40 $1.05 124.5% 38%
20260713 $1.60 $0.95 130.3% 41%
20260710 $1.27 $0.78 115.1% 34%
20260709 $1.45 $0.80 113.1% 33%
20260708 $1.95 $0.95 153.2% 53%
20260707 $1.62 $1.45 125.4% 39%
20260706 $1.40 $0.90 130.3% 41%
20260702 $1.20 $1.20 249.7% 100%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.